Manager Management

Sean J. McCue

** ******* ****, ********** *****, NY 10510, ***********@***.***, 914-***-****

Experience/Skills:

Market Risk

Chief Dealer global bank proprietary & flow trading, USTs, futures & options, 4 traders, $10MM Profit

Model writer, validator, risk manager, strategic change & challenge PMO; greeks P&L; risk/reward, limit and valuation analysis across equity & interest rate derivatives, mortgages, securitized lending, repo, swaps, futures; audit manager building audits & plan for models, risk measurement & threshold requests, limit manager, capital measurements, allocation, approvals/presentations- Desk to Board

Write CCAR/DFAST methodology & process flow documentation, model and non-modeled, controls for the Fed, Basel & CCAR processes, 14A, 14Q, PPNR; work with risk work streams to rank/prioritize controls; products include Interest Rate Cash, Futures, Options, FX, Equity Derivatives, Swaps, CDS

Advise management on gaps & issues related to regulatory risk programs, hedging & Fed MRA’s

General Auditor advisory & audit plan creation, risk ranking, across all CCAR workstreams & controls

Credit Risk

Credit Officer making loans to Mexico, Portugal & Spain; loan review approving credit rankings; compose credit policies, run global credit meeting; business credit challenge, manage credit limits

CRO responsible for all risks across an asset manager with a staff of 5 officers; CEO report

Data Warehouse PMO, write BRD’s, FRD’s, MRA & threshold challenge market/credit CCAR, IHC, EPS

Review of top 25 credit counterparties for Basel, EAD, PD, Pre-Settlement Risk, VaR, CVA formulas

Derive Treasury, IB, Funds, and Credit VaR estimates for losses related to all firm assets for regulators and rating agencies, provide regulatory & ad hoc reporting to key managers for summary

Model & Operations Risk

Write models & measure loss expectation for profit; select methodologies & processes to a 0 loss

Validate models across credit, interest rates, asset allocation, using the same model, or comparable

Write model validation documentation for regulatory deliverable related to all model classes

Manage fixed income operations across capital markets products for margin, delivery, scenarios

Manage audit, MRA’s, model/non model frameworks toward remediation and BAU, wrap audit issues

Write Fed reporting for recurring, idiosyncratic, legal, and business scenarios for methods & process

Database management, queries in SQL & Excel; write BRD’s for IT change & regulations; manage

Projects UAT, Pre-PROD, PROD, SDLC; produce IT and system “asks,” UAT new IT systems & redesign

Regulatory Risk

Regulator for both the banking and insurance industries responsible for firm compliance & controls

Create programs for Basel I, II, 2.5, FRTB related to IB and commercial banking related to trading & banking books, model review for ECAP & RCAP

Performed risk and audit review related to BSA/AML and advised on new product risk measures for

identification of counterparties

Compliance audit review manager for Dodd Frank related to External & Internal Business Conduct

Created Volcker compliance & CVA program related to global market-making & hedging

PMO-Middle Office Volcker Program-all products- responsible for all remediation, UAT, PROD, BAU

Regulatory data warehouse PMO providing IT “asks,” related to data population, mining, & fixes

CCAR & IHC risk manager, auditor & PMO performing scoping, planning, budgeting, and execution

Model Validation- Audit & MRMG manager responsible for delivering OCC 2011-12, SR 11-07, and

AB 2013 07, for Model Owners, Model Users, Independent Reviewers & Validations

Review and tracking of transactions for Reg W, for trades and collateral control for parent & subsidiaries

Systems & Tools

WORD, ACCESS, VBA, Excel, Bloomberg, SQL, Fincad, Summit, Murex, Algorithmics, Calypso

Pivot Tables, Vlookups, Microsoft Project, Powerpoint, Lotus Notes

Federal Home Loan Bank- Model Validation Audit Team -Des Moines, Iowa © October 2016-January 2017

Bank of New York-Model Risk Validation Audit Team- NY, NY © August 2016-October 2016

Citibank - Operations Risk Workstream (ORM) - CCAR/DFAST- NY, NY © November 2015 - April 2016

Banco Santander - Audit Department - CCAR Audit- PMO- NY, NY © August 2015 - September 2015

UBS Securities LLC - Strategic Risk Change-IHC-CCAR- NY, NY © April 2015 - July 2015

American International Group (AIG) - ORM- NY, NY © February 2015 - April 2015

Citibank - Rates - Middle Office -Rates- NY, NY © May 2014 - January 2015

SMBC Capital Markets - Risk Group- NY, NY © March 2014 - May 2014

BNP Paribas - Audit Department - Capital Markets- NY, NY © May 2013 - January 2014

Asset & Resource Management - Risk Department-Lagos, Nigeria September 2012 - March 2013

State Street Bank & Trust Co. - Credit Risk - Governance -Boston, MA April 2010 - August 2012

Deutsche Bank - Group Audit-NY, NY December 2008 - November 2009

JP Morgan Chase/ WaMu - Capital Markets Treasury Audit, NY, NY July 2007 - December 2008

KPMG – Risk Advisory Services, NY, NY February 2004 - June 2007

NY State Banking Department - Principal Examiner - NY, NY July 1999 - February 2004

Fuji Securities - Fixed Income Prop Trader - NY, NY March 1999 - July 1999

N.A.I.C. - Corporate Securities Analyst – NY, NY March 1997 - December 1998

Nippon Credit Bank Limited - Interest Rate Prop Trader- NY, NY January 1995 - February 1997

ABN AMRO Bank NV - Chief Dealer - Bond Desk - NY, Chicago August 1988 - December 1994

Credit Lyonnais Bank Limited – Interest Rate Prop Trader- NY, NY May 1985 - July 1988

Manufacturers Hanover Trust Co. Ltd- Int’l Lending Officer - NY, NY December 1982- April 1985

© Consultant

Education:

College of the Holy Cross Worcester, MA; BA Economics 1981

University of Navarra, Pamplona, Spain; MA Spanish 1982

Fordham University School of Business, New York, NY; MBA Finance 1987

License:

Certified Investments Derivatives Auditor (C.I.D.A.) 2008

Languages:

Fluent to Proficient- Spanish, Portuguese, French, Mandarin, & Japanese

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